scientific article; zbMATH DE number 3276280

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(51)

Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
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Spurious regressions in econometrics
Consistent estimation of a regression with errors in the variables
A comparative study of finite sample properties of band spectrum regression estimators
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Consistency and identifiability
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A classified bibliography of Monte Carlo studies in econometrics
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The use of simultaneous linear regression equations as empirical models of community structure
Some results on the Glejser and Koenker tests for heteroskedasticity
On deriving models in the social sciences
Coefficient of determination for multiple measurement error models
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Stabilität linearer ökonometrischer Modelle. I
Einige Bemerkungen zu einem Beitrag zur Zeitreihenanalyse von H. Strecker
Averaging of an increasing number of moment condition estimators
Estimation of regression coefficients in a restricted measurement error model using instrumental variables
Influence measures in ridge regression when the error terms follow an AR(1) process
Einige Bemerkungen zum Durbin-Watson-Test
Comparison and diagnosis of errors for six parameter estimation methods
On the Test of Significance of Linear Multiple Regression Coefficients
Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
Consistent selection of explanatory variables
USE OF THE DURBIN‐WATSON STATISTIC WITH LAGGED DEPENDENT VARIABLES
Gini association and pseudo lorenz curve
Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
The information for the direction of dependence in l₁regression
How Likelihood and Identification went Bayesian
Concentration ellipsoids, their planes of support, and the linear regression model
Phoebus J. Dhrymes (1932–2016)
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
An alternative derivation of the k‐class estimators
Autokorrelationstests und autoregressive Schätzverfahren
PARAMETER ESTIMATION WITH AUTOCORRELATED DISTURBANCES
Robust m-estimators
Reduced forms and weak instrumentation
Goodness of fit in restricted measurement error models
Restricted estimation in multivariate measurement error regression model
The two-variable CES transaction function in macroeconomic rationing models
Replicated measurement error model under exact linear restrictions
Grouped-data estimation and testing in simple labor-supply models
A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan

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